//+------+ //|BollTrade //+------+ #property copyright "Ron Thompson" #property link "http://www.lightpatch.com/forex" // This EA is NEVER TO BE SOLD individually // This EA is NEVER TO BE INCLUDED as part of a collection that is SOLD //3g - added refreshrates in order close sections matching the order open sections //3g - changed CurrTime in logwrite() to gregorian format //3g - changed TradeComment and MagicNumber //3g - changed logging and logerrs default to true //3g - added logwrite of blank line when opening orders to create visual seperation in log //3g - added logwrite of data excursions outside upper and lower bollinger bands //3g - cleaned up some blank line spacing //3g - added halfPip variable, but not using it just yet //3h - changed LossLimit to 39(+1) and BDistance to 14(-1) //3h - added 500mS delay after order errors //3h - added Compounding to increase orders as peak rises. (Wow!) //3h - no longer using TradeAllowed on a per-bar basis //3h - no longer using OnlyOneOrder //3h - removed halfpip //3h - added Comment to tell the EA is alive //3i1 - added OrdersPerSymbol to break out of close loops // (use Symbol() and MagicNumber so it'll play nice with other EAs) //3i1 - added CloseEverything and associated BasketProfit/Loss code //3i1 - added breakeven and trailingstop //3i1 - added 'if' to logging during BUYme and SELLme calculations //3i1 - added equity check as well as user input for equity level //3i1 - changed Deviation to a double in prep for floating point bollinger //3i1 - added a loop counter while closing trades, out in 25 seconds //3i2 - changed AccountEquity and it's minimum to AccountFreeMargin and MinFreeMargin //3i3 - Added Ben's volume for bar0 and bar1 //3i3 - changed magicnumber and tradecomment //3i3 - changed Bollinger to MA + StdDev (to the penny - same as Bollinger) //3i3 - restored StartingBalance calculation instead of the fixed 1402$ entry //3i4 - added LL2SL to remove embedded constant (LossLimit to StopLoss server spread) //3i4 - fixed trailing stop. It's been broken a loooooong Time //3i4 - added Trade on Friday to stay out of much news and NFP //3j - released 3i4 with one change to closeall //3j1 - using CloseBuy and CloseSell so that CloseAll had same loops as profit and loss //3j2 - added IsTesting() and KillLogging to logwrite. Too many full disk drives //3j2 - added MAXLOT when calaculating lot size //3j2 - added ExtraComment string for user, appends to TradeComment // WARNING! This affects the file name that is generated for logging //3j2 - added CompoundStep to allow Compounding in >1pip steps //3k - changed MinEquity to a percent of account balance // makes it more correct as account grows with compounding //3k1 - removed VolumeMin //3k2 - removed min and max orderequity as compounding causes it to report erronously //3k2 - finally got minEquity working correctly //3k2 - every new bar resets CompoundTrack to zero //3k2 - reworked CompoundTrack as an increment to bup/bdn instead of a Bid price // MaxOpenOrders went from 152 to 12 - MUCH better //3k2 - CloseAll now uses Symbol() and MagicNumber //3k2 - Added HELP to the EXTERNs - lets see how people like it. //3m - release //3m3 - added avoidance times //3m3 - removed TradeOnFriday, as it is redundant with avoidance times //3m2 - Proved TimeSinceOpen has no benificial effect, distribution after open too even //3m2 - removed Equity pos neg and zero as statistics were bad for compounding //3m2 - removed OrdersBuy and OrdersSell as they are unused //3n3 - removed lotincrease, lots, lotresolution from externs //3n3 - lotincrease is ALWAYS active now //3n3 - lotresolution requires a recompile to change now //3n3 - added StartingBalance as extern, hope users can figure it out) //3n3 - compounding is gone. it was an insane idea //3n3 - replaced compounding with 1 order per bar. Max is 4 in past year. //3n4 - removed BasketLoss to make BasketTrail easier // user input // "12345678901234567890123456789012345678901"; //extern string MinFreeMarginPct_is = "percent of freemargin necessary to trade "; extern double MinFreeMarginPct = 25.0; //extern string StartingBalance_is = "Account Start Balance (x10 for .1 lots) "; extern int StartingBalance = 12290; //extern string ProfitMade_is = "PIPS PROFIT you want to make per trade "; extern double ProfitMade = 8; //extern string TrailStop_is = "AFTER ProfitMade, trail by this many pips" extern double TrailStop = 0; //extern string BasketProfit_is = "close all orders if this $ profit "; extern double BasketProfit = 0; //extern string BasketTrail_is = "Follow basket in case of more profit "; //extern double BasketTrail = 0; //extern string LossLimit_is = "PIPS LOSS you can afford per trade "; extern double LossLimit = 35; //extern string VolumeMax_is = "Vol[0]&[1] below this before trading "; extern double VolumeMax = 250; //extern string BDistance_is = "pips outside bollinger before trading "; extern double BDistance = 14; //extern string BPeriod_is = "Bollinger period "; extern int BPeriod = 15; //extern string Deviation_is = "Bollinger deviation "; extern double Deviation = 2.0; //extern string ExtraComment_is = "appended to TradeComment for each order "; extern string ExtraComment = "" ; //extern string KillLogging_is = "Turn off ALL logging "; extern bool KillLogging = true ; //extern string logging_is = "Logging of data on order Open and Close "; extern bool logging = true ; //extern string logerrs_is = "Logging of errors when they happen "; extern bool logerrs = true ; //extern string logtick_is = "Log information on each tick "; extern bool logtick = false ; // non-external flag settings int Slippage=2; // how many pips of slippage can you tolorate // naming and numbering int MagicNumber = 363642; // allows multiple experts to trade on same account string TradeComment = "_bolltrade_v03n.txt"; int LL2SL=10; // LossLimit to StopLoss server spread int maxloop=50; // no more than 50 tries/25 seconds to close an order // Bar handling datetime bartime=0; // used to determine when a bar has moved int bartick=0; // number of times bars have moved double Lots; // used during StartingBalance calculation double lotsi; // used in doubling calculations int LotResolution=2; // IBFX mini account can tolorate 2 decimal places // Trade control bool TradeAllowed=true; // used to manage trades double privateLossLimit=0; // used with TrailStop // Min/Max tracking and tick logging int maxOrders; // statistic for maximum numbers or orders open at one time double maxEquity=0; // statistic for maximum equity level double minEquity=999999; // statistic for minimum equity level // used for verbose error logging #include // Start-Stop Time array string SST[200]; // EA Specific double bup; double bdn; //+-------------+ //| Custom init | //|-------------+ // Called ONCE when EA is added to chart or recompiled int init() { // Even numbered elements are STOP times // Odd numbered elements are START times // // THESE ARE IN SERVER-SIDE TIME!!!!!! // (usually GMT, your broker may vary) // SST[0] ="2006.11.07 13:15:00"; SST[1] ="2006.11.07 15:15:00"; TradeComment=TradeComment+" "+ExtraComment; if(MinFreeMarginPct==0) MinFreeMarginPct=1; logwrite(TradeComment,"LotIncrease ACTIVE Balance="+AccountBalance()+" StartingBalance="+StartingBalance+" Lots="+NormalizeDouble(AccountBalance()/StartingBalance,LotResolution)); Print("LotIncrease ACTIVE Account balance="+AccountBalance()+" StartingBalance="+StartingBalance+" Lots="+NormalizeDouble(AccountBalance()/StartingBalance,LotResolution)); logwrite(TradeComment,"Init Complete"); Comment(" "); } //+----------------+ //| Custom DE-init | //+----------------+ // Called ONCE when EA is removed from chart int deinit() { // always indicate deinit statistics logwrite(TradeComment,"MAX number of orders "+maxOrders); logwrite(TradeComment,"MAX equity "+maxEquity); logwrite(TradeComment,"MIN equity "+minEquity); // so you can see stats in journal Print("MAX number of orders "+maxOrders); Print("MAX equity "+maxEquity); Print("MIN equity "+minEquity); logwrite(TradeComment,"DE-Init Complete"); Comment(" "); } //+-----------+ //| Main | //+-----------+ // Called EACH TICK and each Bar[] int start() { int cnt=0; int gle=0; int ticket=0; int OrdersPerSymbol=0; // stoploss and takeprofit and close control double SL=0; double TP=0; double CurrentProfit=0; double CurrentBasket=0; // direction control bool BUYme=false; bool SELLme=false; //safety counter int loopcount=0; // bar counting if(bartime!=Time[0]) { bartime=Time[0]; bartick++; TradeAllowed=true; } // Lot increasement based on AccountBalance when expert is (re)started // this will trade 1.0, then 1.1, then 1.2 etc as account balance grows // or 0.9 then 0.8 then 0.7 as account balance shrinks Lots=NormalizeDouble(AccountBalance()/StartingBalance,LotResolution); if( Lots>MarketInfo(Symbol(), MODE_MAXLOT) ) Lots=MarketInfo(Symbol(), MODE_MAXLOT); OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { OrdersPerSymbol++; } } if(OrdersPerSymbol==0) { TradeAllowed=true; lotsi=Lots; //reset lots when everything in the frame is done privateLossLimit=LossLimit; //reset PrivateLimit too } // keep some statistics if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol; //+-----------------------------+ //| Insert your indicator here | //| And set either BUYme or | //| SELLme true to place orders | //+-----------------------------+ double ma = iMA(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0); double stddev = iStdDev(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0); bup = ma+(Deviation*stddev); bdn = ma-(Deviation*stddev); double bux=(bup+(BDistance*Point)); double bdx=(bdn-(BDistance*Point)); string myCmt; int v1=Volume[1]; int v0=Volume[0]; myCmt="Up="+bup+" Dn="+bdn+" Close="+Close[0]+" Vol_1="+v1+" Vol_0="+v0; if(Close[0]>bup) myCmt="S "+myCmt; if(Close[0]bdn) myCmt="X "+myCmt; Comment(myCmt); // < and NOT <= so tick won't match 0 in a non-tick bar bool volumeOK=false; if(Volume[0]=gstart && Time[0]<=gstop) { Print( Time[0],CurTime() ); TradesOff=true; } } // if close is above upper band + BDistance then SELL if(Close[0]>bux && volumeOK && !TradesOff) { SELLme=true; if(logging) logwrite(TradeComment,"---SELLme happened"); } // if close is below lower band + BDistance then BUY if(Close[0]0 && CurrentBasket>=BasketProfit ) CloseEverything(); // accumulate statistics if(CurrentBasket>maxEquity) { maxEquity=CurrentBasket; } if(CurrentBasket=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber ) { if(OrderType()==OP_BUY) { CurrentProfit=(Bid-OrderOpenPrice()) ; if(logtick) logwrite(TradeComment,"BUY CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point); // // check for trailing stop //========================= // if( TrailStop>0 ) { if( Bid-OrderStopLoss()>(TrailStop*Point) ) { SL=Bid-(TrailStop*Point); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,White); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"MODIFY BUY TS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- MODIFY BUY TS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)+" "); } } } // Did we make a profit //====================== if(ProfitMade>0 && CurrentProfit>=(ProfitMade*Point)) CloseBuy("PROFIT"); // Did we take a loss //==================== if(LossLimit>0 && CurrentProfit<=(privateLossLimit*(-1)*Point)) CloseBuy("LOSS"); } // if BUY if(OrderType()==OP_SELL) { CurrentProfit=(OrderOpenPrice()-Ask); if(logtick) logwrite(TradeComment,"SELL CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point); // // check for trailing stop //========================= // if(TrailStop>0) { if( (OrderStopLoss()-Ask)>(TrailStop*Point) ) { SL=Ask+(TrailStop*Point); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,Red); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"MODIFY SELL TS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- MODIFY SELL TS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); } } } // Did we make a profit //====================== if( ProfitMade>0 && CurrentProfit>=(ProfitMade*Point) ) CloseSell("PROFIT"); // Did we take a loss //==================== if( LossLimit>0 && CurrentProfit<=(privateLossLimit*(-1)*Point) ) CloseSell("LOSS"); } //if SELL } // if(OrderSymbol) } // for } // start() //+-----------------+ //| CloseEverything | //+-----------------+ // Closes all OPEN and PENDING orders int CloseEverything() { int i; for(i=OrdersTotal();i>=0;i--) { OrderSelect(i, SELECT_BY_POS); if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { if(OrderType()==OP_BUY) CloseBuy ("BASKET"); if(OrderType()==OP_SELL) CloseSell("BASKET"); if(OrderType()==OP_BUYLIMIT) OrderDelete( OrderTicket() ); if(OrderType()==OP_SELLLIMIT) OrderDelete( OrderTicket() ); if(OrderType()==OP_BUYSTOP) OrderDelete( OrderTicket() ); if(OrderType()==OP_SELLSTOP) OrderDelete( OrderTicket() ); } Sleep(1000); } //for } // closeeverything void logwrite (string filename, string mydata) { int myhandle; string gregorian=TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS); // don't log anything if testing or if user doesn't want it if(IsTesting()) return(0); if(KillLogging) return(0); myhandle=FileOpen(Symbol()+"_"+filename, FILE_CSV|FILE_WRITE|FILE_READ, ";"); if(myhandle>0) { FileSeek(myhandle,0,SEEK_END); FileWrite(myhandle, mydata+" "+gregorian); FileClose(myhandle); } } void CloseBuy (string myInfo) { int gle; int cnt; int OrdersPerSymbol; int loopcount=0; while(true) { OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White); gle=GetLastError(); if(gle==0) { if(logging) { logwrite(TradeComment,"CLOSE BUY "+myInfo+" Ticket="+OrderTicket()+" SL="+OrderStopLoss()+" TP="+OrderTakeProfit()+" PM="+ProfitMade+" LL="+LossLimit); } break; } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE BUY PROFIT Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break; } loopcount++; if(loopcount>maxloop) break; }//while } void CloseSell (string myInfo) { int gle; int cnt; int OrdersPerSymbol; int loopcount=0; while(true) { OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red); gle=GetLastError(); if(gle==0) { if(logging) { logwrite(TradeComment,"CLOSE SELL "+myInfo+" Ticket="+OrderTicket()+" SL="+OrderStopLoss()+" TP="+OrderTakeProfit()+" PM="+ProfitMade+" LL="+LossLimit); } break; } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE SELL PROFIT Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break; } loopcount++; if(loopcount>maxloop) break; }//while }